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CPE: A Parallel Library for Financial Engineering Applications
October 2005 (vol. 38 no. 10)
pp. 70-77
Monk-Ping Leong, Cluster Technology Ltd.
Chi-Chiu Cheung, Cluster Technology Ltd.
Chin-Wang Cheung, Cluster Technology Ltd.
Polly P.M. Wan, Cluster Technology Ltd.
Ivan K.H. Leung, Cluster Technology Ltd.
Winnie M.M. Yeung, Cluster Technology Ltd.
Wing-Seung Yuen, Cluster Technology Ltd.
Kenneth S.K. Chow, Cluster Technology Ltd.
Kwong-Sak Leung, The Chinese University of Hong Kong
Philip H.W. Leong, The Chinese University of Hong Kong
The Clustertech parallel environment is an object-oriented C++ library that uses abstractions to simplify parallel programming for financial engineering applications. The message passing interface ensures CPE?s portability and performance over a wide range of parallel cluster and symmetric multiprocessing machines.
Index Terms:
Clustertech parallel environment, Financial engineering, Parallel computing, CPE architecture, Monte Carlo simulation, Finite-difference calculation
Citation:
Monk-Ping Leong, Chi-Chiu Cheung, Chin-Wang Cheung, Polly P.M. Wan, Ivan K.H. Leung, Winnie M.M. Yeung, Wing-Seung Yuen, Kenneth S.K. Chow, Kwong-Sak Leung, Philip H.W. Leong, "CPE: A Parallel Library for Financial Engineering Applications," Computer, vol. 38, no. 10, pp. 70-77, Oct. 2005, doi:10.1109/MC.2005.337
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